Tail-Risk-Toolkit mcp_server
Provides an LLM agent with extreme value statistics tools for tail risk analysis, including peaks-over-threshold GPD fitting, VaR and Expected Shortfall estimation, return levels, threshold-stability diagnostics, and out-of-sample VaR backtesting.
- Link
- https://github.com/John-Amal/Tail-Risk-Toolkit
Listing data from Glama (https://glama.ai) — Glama listing
Adoption
- Maintainer
- john-amal
- Repository
- john-amal/tail-risk-toolkit
- GitHub stars
- 0
- Last push
- 2026-09-10
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